G. A. Pogue

• A linear programming model for short term financial planning under uncertainty
• An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
• An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
• An inter-temporal model for investment management
• Cash management
• The impact of international diversification
• The market model applied to European common stocks
• Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes